Rozprawy doktorskie na temat „Meshfree methods (Numerical analysis) Simulation methods”

A meshfree approximation scheme based on the radial basis function methods is presented for the numerical solution of the options pricing model. This thesis deals with the valuation of the European, Barrier, Asian, American options of a single asset and American options of multi assets. The option prices are modeled by the Black-Scholes equation. The θ-method is used to discretize the equation with respect to time. By the next step, the option price is approximated in space with radial basis functions (RBF) with unknown parameters, in particular, we con- sider multiquadric radial basis functions (MQ-RBF). In case of Ameri- can options a penalty method is used, i.e. removing the free boundary is achieved by adding a small and continuous penalty term to the Black- Scholes equation. Finally, a comparison of analytical and finite difference solutions and numerical results from the literature is included.

The proposed research is essentially concerned on numerical simulation of materials and structures commonly used in the aerospace industry. The work is primarily focused on the study of the fracture mechanics with emphasis to composite materials, which are widely employed in the aerospace and automotive industry. Since human lives are involved, it is highly important to know how such structures react in case of failure and, possibly, how to prevent them with an adequate design. It has become of primary importance to simulate the material response in composite, especially considering that even a crack, which could be invisible from the outside, can propagate throughout the structure with small external loads and lead to unrecoverable fracture of the structure. In addition, structures made in composite often present a complex behaviour, due to their unconventional elastic properties. A numerical simulation is then a starting point of an innovative and safe design. Conventional techniques (nite elements for example) are not su-cient or simply not ecient in providing a satisfactory description of these phenomena. In fact, being based on the continuum assumption, mesh-based techniques suer of a native incapacity of simulating discontinuities. Novel numerical methods, known as Meshless Methods or Meshfree Methods (MM) and, in a wider perspective, Partition of Unity Methods (PUM), promise to overcome all the disadvantages of the traditional finite element techniques. The absence of a mesh makes MM very attractive for those problems involving large deformations, moving boundaries and crack propagation. However, MM still have signicant limitations that prevent their acceptance among researchers and engineers. Because of the infancy of these methods, more efforts should be made in order to improve their performances, with particular attention to the computational time. In summary, the proposed research will look at the attractive possibilities offered by these methods for the study of failure in composite materials and the subsequent propagation of cracks.

Thesis (Ph.D.)--George Mason University, 2009.
Vita: p. 108. Thesis co-directors: John Wallin, Thomas Wanner. Submitted in partial fulfillment of the requirements for the degree of Doctor of Philosophy in Computational Science and Informatics. Title from PDF t.p. (viewed Oct. 12, 2009). Includes bibliographical references (p. 102-107). Also issued in print.

Thesis (Ph.D.)--City University of Hong Kong, 2009.
"Submitted to the Department of Building and Construction in partial fulfillment of the requirements for the degree of Doctor of Philosophy." Includes bibliographical references (leaves [170]-184)

Radial basis function (RBF) methods for partial differential equations (PDEs), either in bulk domains, on surfaces, or in a combination of the formers, arise in a wide range of practical applications. This thesis proposes numerical approaches of RBF-based meshless techniques to solve these three kinds of PDEs on stationary and nonstationary surfaces and domains. In Chapter 1, we introduce the background of RBF methods, some basic concepts, and error estimates for RBF interpolation. We then provide some preliminaries for manifolds, restricted RBFs on manifolds, and some convergence properties of RBF interpolation. Finally, implicit-explicit time stepping schemes are briefly presented. In Chapter 2, we propose methods to implement meshless collocation approaches intrinsically to solve elliptic PDEs on smooth, closed, connected, and complete Riemannian manifolds with arbitrary codimensions. Our methods are based on strong-form collocations with oversampling and least-squares minimizations, which can be implemented either analytically or approximately. By restricting global kernels to the manifold, our methods resemble their easy-to-implement domain-type analogies, that is, Kansa methods. Our main theoretical contribution is a robust convergence analysis under some standard smoothness assumptions for high-order convergence. We simulate reaction-diffusion equations to generate Turing patterns and solve shallow water problems on manifolds. In Chapter 3, we consider convective-diffusion problems that model surfactants or heat transport along moving surfaces. We propose two time-space algorithms by combining the methods of lines and kernel-based meshless collocation techniques intrinsic to surfaces. We use a low-order time discretization for fair comparison, and higher-order schemes in time are possible. The proposed methods can achieve second-order convergence. They use either analytic or approximated spatial discretization of the surface operators, which do not require regeneration of point clouds at each temporal iteration. Thus, they are alternatively applied to handle models on two types of evolving surfaces, which are defined as prescribed motions and governed by geometric evolution laws, respectively. We present numerical examples on various evolving surfaces for the performance of our algorithms and apply the approximated one to merging surfaces. In Chapter 4, a kernel-based meshless method is developed to solve coupled second-order elliptic PDEs in bulk domains and on surfaces, subject to Robin boundary conditions. It combines a least-squares kernel-based collocation method with a surface-type intrinsic approach. We can thus use each pair for discrete point sets, RBF kernels (globally and restrictedly), trial spaces, and some essential assumptions, to search for least-squares solutions in bulks and on surfaces, respectively. We first analyze error estimates for a domain-type Robin-boundary problem. Based on this analysis and the existing results for surface PDEs, we discuss the theoretical requirements for the Sobolev kernels used. We then select the orders of smoothness for the kernels in bulks and on surfaces. Finally, several numerical experiments are demonstrated to test the robustness of the coupled method in terms of accuracy and convergence rates under different settings.

Thesis (Ph. D.)--Michigan State University. Electrical and Computer Engineering, 2008.
Title from PDF t.p. (viewed on Apr. 8, 2009) Includes bibliographical references (p. 148-153). Also issued in print.

Radial Basis function (RBF) method for solving partial differential equation (PDE) has a lot of applications in many areas. One of the advantages of RBF method is meshless. The cost of mesh generation can be reduced by playing with scattered data. It can also allow adaptivity to solve some problems with special feature. In this thesis, RBF method will be considered to solve several problems. Firstly, we solve the PDEs on surface with singularity (folded surface) by a localized method. The localized method is a generalization of finite difference method. A priori error estimate for the discreitzation of Laplace operator is given for points selection. A stable solver (RBF-QR) is used to avoid ill-conditioning for the numerical simulation. Secondly, a {dollar}H^2{dollar} convergence study for the least-squares kernel collocation method, a.k.a. least-square Kansa's method will be discussed. This chapter can be separated into two main parts: constraint least-square method and weighted least-square method. For both methods, stability and consistency analysis are considered. Error estimate for both methods are also provided. For the case of weighted least-square Kansa's method, we figured out a suitable weighting for optimal error estimation. In Chapter two, we solve partial differential equation on smooth surface by an embedding method in the embedding space {dollar}\R^d{dollar}. Therefore, one can apply any numerical method in {dollar}\R^d{dollar} to solve the embedding problem. Thus, as an application of previous result, we solve embedding problem by least-squares kernel collocation. Moreover, we propose a new embedding condition in this chapter which has high order of convergence. As a result, we solve partial differential equation on smooth surface with a high order kernel collocation method. Similar to chapter two, we also provide error estimate for the numerical solution. Some applications such as pattern formation in the Brusselator system and excitable media in FitzHughNagumo model are also studied.

Multitud de problemas en ciencia e ingeniería se plantean como ecuaciones en derivadas parciales (EDPs). Si la frontera del recinto donde esas ecuaciones han de satisfacerse se desconoce a priori, se habla de "Problemas de frontera libre", propios de sistemas estacionarios no dependientes del tiempo, o bien de "Problemas de frontera móvil", asociados a problemas de evolución temporal, donde la frontera cambia con el tiempo. La solución a dichos problemas viene dada por la expresión de la(s) variable(s) dependiente(s) de la(s) EDP(s) junto con la función que determina la posición de la frontera. Dado que este tipo de problemas carece en la mayoría de los casos de solución analítica conocida, se hace preciso recurrir a métodos numéricos que permitan obtener una solución lo suficientemente aproximada, y que además mantenga propiedades cualitativas de la solución del modelo continuo de EDP(s). En este trabajo se ha abordado el estudio numérico de algunos problemas de frontera móvil provenientes de diversas disciplinas. La metodología aplicada consta de dos pasos sucesivos: aplicación de la transformación de Landau o "Front-fixing transformation" al modelo en EDP(s) con el fin de mantener inmóvil la frontera del dominio, y posterior discretización a través de un esquema en diferencias finitas. De ahí se obtienen esquemas numéricos que se implementan por medio de la herramienta MATLAB. Mediante un exhaustivo análisis numérico, se estudian propiedades del esquema y de la solución numérica (positividad, estabilidad, consistencia, monotonía, etc.). En el primer capítulo de este trabajo se revisa el estado del arte del campo objeto de estudio, se justifica la necesidad de disponer de métodos numéricos adaptados a este tipo de problemas y se describe brevemente la metodología empleada en nuestro enfoque. El Capítulo 2 se dedica a un problema perteneciente a la Biología Matemática y que consiste en determinar la evolución de la población de una especie invasora que se propaga en un hábitat. Este modelo consiste en una ecuación de difusión-reacción unida a una condición tipo Stefan. Los resultados del análisis numérico confirman la existencia de una dicotomía propagación-extinción en la evolución a largo plazo de la densidad de población de la especie invasora. En particular, se ha podido precisar el valor del coeficiente de la condición de Stefan que separa el comportamiento de propagación del de extinción. Los Capítulos 3 y 4 se centran en un problema de Química del Hormigón con interés en Ingeniería Civil: el proceso de carbonatación del hormigón, fenómeno evolutivo que lleva consigo la degradación progresiva de la estructura afectada y finalmente su ruina, si no se toman medidas preventivas. En el Capítulo 3 se considera un sistema de dos EDPs de tipo parabólico con dos incógnitas. Para su resolución, hay que considerar además las condiciones iniciales, las de contorno y las de tipo Stefan en la frontera. Los resultados numéricos confirman la tendencia de la ley de evolución de la frontera móvil hacia una función del tipo "raíz cuadrada del tiempo". En el Capítulo 4 se considera un modelo más general que el anterior, en el que intervienen seis especies químicas que se encuentran tanto en la zona carbonatada como en la no carbonatada. En el Capítulo 5 se aborda un problema de transmisión de calor que aparece en diversos procesos industriales; en este caso, en el enfriamiento durante la colada de metal fundido, donde la fase sólida avanza y la líquida se va extinguiendo. La frontera móvil (frente de solidificación) separa ambas fases, siendo su posición en cada instante la variable a determinar, junto con las temperaturas en cada fase. Después de la adecuada transformación y discretización, se implementa un esquema en diferencias finitas, subdividiendo el proceso en tres estadios temporales, a fin de tratar las singularidades asociadas a posicione
Many problems in science and engineering are formulated as partial differential equations (PDEs). If the boundary of the domain where these equations are to be solved is not known a priori, we face "Free-boundary problems", which are characteristic of non-time dependent stationary systems; besides, we have "Moving-boundary problems" in temporal evolution processes, where the border changes over time. The solution to these problems is given by the expression of the dependent variable(s) of PDE(s), together with the function that determines the position of the boundary. Since the analytical solution of this type of problems is lacked in most cases, it is necessary to resort to numerical methods that allow an accurate enough solution to be obtained, and which also maintain the qualitative properties of the solution(s) of the continuous model. This work approaches the numerical study of some moving-boundary problems that arise in different disciplines. The applied methodology consists of two successive steps: firstly, the so-called Landau transformation, or "Front-fixing transformation", which is used in the PDE(s) model to maintain the boundary of the domain immobile; later, we proceed to its discretization with a finite difference scheme. Different numerical schemes are obtained and implemented through the MATLAB computational tool. Properties of the scheme and the numerical solution (positivity, stability, consistency, monotonicity, etc.) are studied by an exhaustive numerical analysis. The first chapter of this work reports the state of the art of the field under study, justifies the need to adapt numerical methods to this type of problem, and briefly describes the methodology used in our approach. Chapter 2 presents a problem in Mathematical Biology that consists in determining over time the evolution of an invasive species population that spreads in a habitat. This problem is modelled by a diffusion-reaction equation linked to a Stefan-type condition. The results of the numerical analysis confirm the existence of a spreading-vanishing dichotomy in the long-term evolution of the population density of the invasive species. In particular, it is possible to determine the value of the coefficient of the Stefan condition that separates the propagation behaviour from extinction. Chapters 3 and 4 focus on a problem of Concrete Chemistry with an interest in Civil Engineering: the carbonation of concrete, an evolutionary phenomenon that leads to the progressive degradation of the affected structure and its eventual ruin if preventive measures are not taken. Chapter 3 considers a system of two parabolic type PDEs with two unknowns. For its resolution, the initial and boundary conditions have to be considered together with the Stefan conditions on the carbonation front. The numerical analysis results agree with those obtained in a previous theoretical study. The dynamics of the concentrations and the moving boundary confirm the long-term behaviour of the evolution law for the moving boundary as a "square root of time". Chapter 4 considers a more general model than the previous one, which includes six chemical species, defined in both the carbonated and non-carbonated zones, whose concentrations have to be found. Chapter 5 addresses a heat transfer problem that appears in various industrial processes; in this case, the solidification of metals in casting processes, where the solid phase advances and liquid reduces until it is depleted. The moving boundary (the solidification front) separates both phases. Its position in each instant is the variable to be determined together with the temperature profiles in both phases. After suitable transformation, discretization is carried out to obtain a finite difference scheme to be implemented. The process was subdivided into three temporal stages to deal with the singularities associated with the moving boundary position in the initialisation and depletion stages.
Multitud de problemes en ciència i enginyeria es plantegen com a equacions en derivades parcials (EDPs). Si la frontera del recinte on eixes equacions han de satisfer-se es desconeix a priori, es parla de "Problemas de frontera lliure", propis de sistemes estacionaris no dependents del temps, o bé de "Problemas de frontera mòbil", associats a problemes d'evolució temporal, on la frontera canvia amb el temps. Atés que este tipus de problemes manca en la majoria dels casos de solució analítica coneguda, es fa precís recórrer a mètodes numèrics que permeten obtindre una solució prou aproximada a l'exacta, i que a més mantinga propietats qualitatives de la solució del model continu d'EDP(s). En aquest treball s'ha abordat l'estudi numèric d'alguns problemes de frontera mòbil provinents de diverses disciplines. La metodologia aplicada consta de dos passos successius: en primer lloc, s'aplica l'anomenada transformació de Landau o "Front-fixing transformation" al model en EDP(s) a fi de mantindre immòbil la frontera del domini; posteriorment, es procedix a la seva discretització a través d'un esquema en diferències finites. D'ací s'obtenen esquemes numèrics que s'implementen per mitjà de la ferramenta informàtica MATLAB. Per mitjà d'una exhaustiva anàlisi numèrica, s'estudien propietats de l'esquema i de la solució numèrica (positivitat, estabilitat, consistència, monotonia, etc.). En el primer capítol d'aquest treball es revisa l'estat de l'art del camp objecte d'estudi, es justifica la necessitat de disposar de mètodes numèrics adaptats a aquest tipus de problemes i es descriu breument la metodologia emprada en el nostre enfocament. El Capítol 2 es dedica a un problema pertanyent a la Biologia Matemàtica i que consistix a determinar l'evolució en el temps de la distribució de la població d'una espècie invasora que es propaga en un hàbitat. Este model consistix en una equació de difusió-reacció unida a una condició tipus Stefan, que relaciona les funcions solució i frontera mòbil a determinar. Els resultats de l'anàlisi numèrica confirmen l'existència d'una dicotomia propagació-extinció en l'evolució a llarg termini de la densitat de població de l'espècie invasora. En particular, s'ha pogut precisar el valor del coeficient de la condició de Stefan que separa el comportament de propagació del d'extinció. Els Capítols 3 i 4 se centren en un problema de Química del Formigó amb interés en Enginyeria Civil: el procés de carbonatació del formigó, fenomen evolutiu que comporta la degradació progressiva de l'estructura afectada i finalment la seua ruïna, si no es prenen mesures preventives. En el Capítol 3 es considera un sistema de dos EDPs de tipus parabòlic amb dos incògnites. Per a la seua resolució, cal considerar a més, les condicions inicials, les de contorn i les de tipus Stefan en la frontera. Els resultats de l'anàlisi numèrica s'ajusten als obtinguts en un estudi teòric previ. S'han dut a terme experiments numèrics, comprovant la tendència de la llei d'evolució de la frontera mòbil cap a una funció del tipus "arrel quadrada del temps". En el Capítol 4 es considera un model més general, en el que intervenen sis espècies químiques les concentracions de les quals cal trobar, i que es troben tant en la zona carbonatada com en la no carbonatada. En el Capítol 5 s'aborda un problema de transmissió de calor que apareix en diversos processos industrials; en aquest cas, en el refredament durant la bugada de metall fos, on la fase sòlida avança i la líquida es va extingint. La frontera mòbil (front de solidificació) separa ambdues fases, sent la seua posició en cada instant la variable a determinar, junt amb les temperatures en cada una de les dos fases. Després de l'adequada transformació i discretització, s'implementa un esquema en diferències finites, subdividint el procés en tres estadis temporals, per tal de tractar les singularitats asso
Piqueras García, MÁ. (2018). Numerical Methods for Multidisciplinary Free Boundary Problems: Numerical Analysis and Computing [Tesis doctoral no publicada]. Universitat Politècnica de València. https://doi.org/10.4995/Thesis/10251/107948
TESIS

Kernel-based meshless methods for approximating functions and solutions of partial differential equations have many applications in engineering fields. As only scattered data are used, meshless methods using radial basis functions can be extended to complicated geometry and high-dimensional problems. In this thesis, kernel-based least-squares methods will be used to solve several direct and inverse problems. In chapter 2, we consider discrete least-squares methods using radial basis functions. A general l^2-Tikhonov regularization with W_2^m-penalty is considered. We provide error estimates that are comparable to kernel-based interpolation in cases in which the function being approximated is within and is outside of the native space of the kernel. These results are extended to the case of noisy data. Numerical demonstrations are provided to verify the theoretical results. In chapter 3, we apply kernel-based collocation methods to elliptic problems with mixed boundary conditions. We propose some weighted least-squares formulations with different weights for the Dirichlet and Neumann boundary collocation terms. Besides fill distance of discrete sets, our weights also depend on three other factors: proportion of the measures of the Dirichlet and Neumann boundaries, dimensionless volume ratios of the boundary and domain, and kernel smoothness. We determine the dependencies of these terms in weights by different numerical tests. Our least-squares formulations can be proved to be convergent at the H^2 (Ω) norm. Numerical experiments in two and three dimensions show that we can obtain desired convergent results under different boundary conditions and different domain shapes. In chapter 4, we use a kernel-based least-squares method to solve ill-posed Cauchy problems for elliptic partial differential equations. We construct stable methods for these inverse problems. Numerical approximations to solutions of elliptic Cauchy problems are formulated as solutions of nonlinear least-squares problems with quadratic inequality constraints. A convergence analysis with respect to noise levels and fill distances of data points is provided, from which a Tikhonov regularization strategy is obtained. A nonlinear algorithm is proposed to obtain stable solutions of the resulting nonlinear problems. Numerical experiments are provided to verify our convergence results. In the final chapter, we apply meshless methods to the Gierer-Meinhardt activator-inhibitor model. Pattern transitions in irregular domains of the Gierer-Meinhardt model are shown. We propose various parameter settings for different patterns appearing in nature and test these settings on some irregular domains. To further simulate patterns in reality, we construct different kinds of domains and apply proposed parameter settings on different patches of domains found in nature.

Research on interfacial phenomena has a long history, which has attracted tremendous interest in recent years. One of the most successful tools is the phase-field approach. As phase-field models usually involve very complex dynamics and it is nontrivial to obtain analytical solutions, numerical methods have played an important role in various simulations. This thesis is mainly devoted to developing accurate, efficient and robust numerical methods and the related numerical analysis for three representative phase-field models, namely the Allen-Cahn equation, the Cahn-Hilliard equation and the thin film models. The first part of this thesis is mainly concentrated on the stability analysis for these three models, with particular attention to the Allen-Chan equation. We have established three stability criterion, i.e., nonlinear energy stability, L∞-stability and L2-stability. As shared by most phase-field models, one of the intrinsic properties of the Allen- Cahn and the Cahn-Hilliard equations is that they satisfy a nonlinear stability re- lationship, usually expressed as a time-decreasing free energy functional. We have studied several stabilized temporal discretization for both the Allen-Cahn and the Cahn-Hilliard equations so that the relevant nonlinear energy stability can be pre- served. The corresponding temporal discretization schemes are linear and are of second-order accuracy. We also apply multi-step implicit-explicit methods to ap- proximate the Allen-Cahn equation. We demonstrate that by suitably choosing the parameters in multi-step implicit-explicit methods the nonlinear energy stability can be preserved. Apart from studying the energy stability for the Allen-Cahn equation, we also establish the numerical maximum principle for some fully discretized schemes. We further extend our analysis technique to the fractional-in-space Allen-Cahn equation. A more general Allen-Cahn-type equation with a nonlinear degenerate mobility and a logarithmic free energy is also considered. The third stability under investigation is the L2-stability. We prove that the con- tinuum Allen-Cahn equation satisfies a uniform Lp-stability. Furthermore, we show that both semi-discretized Fourier Galerkin and Fourier collocation methods can in- herit this stability for p = 2, i.e., L2-stability. Based on the established L2-stability, we accomplish the spectral convergence estimate for the Fourier Galerkin methods. We adopt the second-order Strang splitting schemes in the temporal direction with Fourier collocation methods to demonstrate the uniform L2-stability in the fully dis- cretized scheme. Another contribution of this thesis is to propose a p-adaptive spectral deferred correction methods for the long time simulations for all three models. We develop a high-order accurate and energy stable scheme to simulate the phase-field models by combining the semi-implicit spectral deferred correction method and first-order stabilized semi-implicit schemes. It is found that the accuracy improvement may affect the overall energy stability. To compromise the accuracy and stability, a local p- adaptive strategy is proposed to enhance the accuracy by sacrificing some local energy stability in an acceptable level. Numerical results demonstrate the high effectiveness of our proposed numerical strategy. Keywords: Phase-field models, Allen-Cahn equations, Cahn-Hilliard equations, thin film models, nonlinear energy stability, maximum principle, L2-stability, adaptive simulations, stabilized semi-implicit schemes, finite difference, Fourier spectral meth- ods, spectral deferred correction methods, convex splitting

Modelling in cardiac electrophysiology results in a complex system of partial differential equations (PDE) describing the propagation of the electrical wave in the heart muscle coupled with a highly nonlinear system of ordinary differential equations (ODE) describing the ionic activity in the cardiac cells. This system forms the widely accepted bidomain model or its slightly simpler version, the monodomain model. To a large extent, the stiffness of the whole model depends on the choice of the ionic model, which varies in terms of complexity and realism. These simulations require accurate and, depending on the ionic model used, possibly very stable numerical methods. At this time, solving these models numerically requires CPU time of around one day per heartbeat. Therefore, it is necessary to use the most efficient method for these simulations. This research focuses on the comparison and analysis of several time-stepping methods: explicit or semi-implicit, operator splitting, deferred correction and Rush-Larsen methods. The goal is to find the optimal method for the ionic model used. For our analysis, we used the monodomain model but our results apply to the bidomain model as well. We compare the methods for three ionic models of varying complexity and stiffness: the Mitchell-Schaeffer models with only 2 variables, the more realistic Beeler-Reuter model with 8 variables, and the stiff and very complex ten Tuscher-Noble-Noble-Panfilov (TNNP) models with 17 variables. For each method, we derived absolute stability criteria of the spatially discretized monodomain model and verified that the theoretical critical time steps obtained closely match the ones in numerical experiments. Convergence tests were also conducted to verify that the numerical methods achieve an optimal order of convergence on the model variables and derived quantities (such as speed of the wave, depolarization time), and this in spite of the local non-differentiability of some of the ionic models. We looked at the efficiency of the different methods by comparing computational times for similar accuracy. Conclusions are drawn on the methods to be used to solve the monodomain model based on the model stiffness and complexity, measured respectively by the most negative eigenvalue of the model's Jacobian and the number of variables, and based on strict stability and accuracy criteria.

Thesis (M.S.)--University of Missouri-Columbia, 2007.
The entire dissertation/thesis text is included in the research.pdf file; the official abstract appears in the short.pdf file (which also appears in the research.pdf); a non-technical general description, or public abstract, appears in the public.pdf file. Title from title screen of research.pdf file (viewed on March 19, 2008) Includes bibliographical references.

Thesis (MEng)--Stellenbosch University, 2014.
ENGLISH ABSTRACT: In this thesis we set out to design an algorithm for solving the all-pairs fixed-radius nearest neighbours search problem for a massively parallel heterogeneous system. The all-pairs search problem is stated as follows: Given a set of N points in d-dimensional space, find all pairs of points within a horizon distance of one another. This search is required by any nonlocal or meshless numerical modelling method to construct the neighbour list of each mesh point in the problem domain. Therefore, this work is applicable to a wide variety of fields, ranging from molecular dynamics to pattern recognition and geographical information systems. Here we focus on nonlocal solid mechanics methods. The basic method of solving the all-pairs search is to calculate, for each mesh point, the distance to each other mesh point and compare with the horizon value to determine if the points are neighbours. This can be a very computationally intensive procedure, especially if the neighbourhood needs to be updated at every time step to account for changes in material configuration. The problem also becomes more complex if the analysis is done in parallel. Furthermore, GPU computing has become very popular in the last decade. Most of the fastest supercomputers in the world today employ GPU processors as accelerators to CPU processors. It is also believed that the next-generation exascale supercomputers will be heterogeneous. Therefore the focus is on how to develop a neighbour searching algorithm that will take advantage of next-generation hardware. In this thesis we propose a CPU - multi GPU algorithm, which is an extension of the fixed-grid method, for the fixed-radius nearest neighbours search on massively parallel systems.
AFRIKAANSE OPSOMMING: In hierdie tesis het ons die ontwerp van ’n algoritme vir die oplossing van die alle-pare vaste-radius naaste bure soektog probleem vir groot skaal parallele heterogene stelsels aangepak. Die alle-pare soektog probleem is as volg gestel: Gegewe ’n stel van N punte in d-dimensionele ruimte, vind al die pare van punte wat binne ’n horison afstand van mekaar af is. Die soektog word deur enige nie-lokale of roosterlose numeriese metode benodig om die bure-lys van alle rooster-punte in die probleem te kry. Daarom is hierdie werk van toepassing op ’n wye verskeidenheid van velde, wat wissel van molekulêre dinamika tot patroon herkenning en geografiese inligtingstelsels. Hier is ons fokus op nie-lokale soliede meganika metodes. Die basiese metode vir die oplossing van die alle-pare soektog is om vir elke rooster-punt, die afstand na elke ander rooster-punt te bereken en te vergelyk met die horison lente, om dus so te bepaal of die punte bure is. Dit kan ’n baie berekenings intensiewe proses wees, veral as die probleem by elke stap opgedateer moet word om die veranderinge in die materiaal konfigurasie daar te stel. Die probleem word ook baie meer kompleks as die analise in parallel gedoen word. Verder het GVE’s (Grafiese verwerkings eenhede) baie gewild geword in die afgelope dekade. Die meeste van die vinnigste superrekenaars in die wêreld vandag gebruik GVE’s as versnellers te same met SVE’s (Sentrale verwerkings eenhede). Dit is ook van mening dat die volgende generasie exa-skaal superrekenaars GVE’s sal implementeer. Daarom is die fokus op hoe om ’n bure-lys soektog algoritme te ontwikkel wat gebruik sal maak van die volgende generasie hardeware. In hierdie tesis stel ons ’n SVE - veelvoudige GVE algoritme voor, wat ’n verlenging van die vaste-rooster metode is, vir die vaste-radius naaste bure soektog op groot skaal parallele stelsels.

We have a conjecture that “the precision of computed solutions for systems of linear equations is more closely related with componentwise condition number c(A) than normwise condition number κ(A). We conducted simulation experiments to verify this conjecture. A statistical tool, Hotelling-Williams T-Test is employed to check if difference between correlations is significant. Simulation results suggest that our conjecture is true for most of the well-known methods and matrix sizes. Keywords: condition numbers, simulation, correlation coefficients, Hotelling-Williams T-Test

This thesis is concerned with the development of numerical techniques to simulate compressible multi-phase flows, in particular a high-accuracy numerical approach with mesh adaptivity. The Discontinuous Galerkin (DG) method was chosen as the framework for this work for being characterized for its high-order of accuracy -thus low numerical diffusion- and being compatible with mesh adaptivity due to its locality. A DG solver named DiGGIT (Discontinuous Galerkin at the Georgia Institute of Technology) has been developed and several aspects of the method have been studied. The Local Discontinuous Galerkin (LDG) method -an extension of DG for equations with high-order derivatives- was extended to solve multiphase flows using Diffused Interface Methods (DIM). This multi-phase model includes the convection of the volume fraction, which is treated as a Hamilton-Jacobi equation. This is the first study, to the author's knowledge, in which the volume fraction of a DIM is solved using the DG and the LDG methods. The formulation is independent of the Equation of State (EOS) and it can differ for each phase. This allows for a more accurate representation of the different fluids by using cubic EOSs, like the Peng-Robinson and the van der Waals models. Surface tension is modeled with a new numerical technique appropriate for LDG. Spurious oscillations due to surface tension are common to all the capturing schemes, and this new approach presents oscillations comparable in magnitude to the most common schemes. The moment limiter (ML) was generalized for non-uniform grids with hanging nodes that result from adaptive mesh refinement (AMR). The effect of characteristic, primitive, or conservative decomposition in the limiting stage was studied. The characteristic option cannot be used with the ML in multi-dimensions. In general, primitive variable decomposition is a better option than with conservative variables, particularly for multiphase flows, since the former type of decomposition reduces the numerical oscillations at material discontinuities. An additional limiting technique was introduced for DIM to preserve positivity while minimizing the numerical diffusion, which is especially important at the interface. The accuracy-preserving total variation diminishing (AP-TVD) marker for ``troubled-cell' detection, which uses an averaged-derivative basis, was modified to use the Legendre polynomial basis. Given that the latest basis is generally used for DG, the new approach avoids transforming to the averaged-derivative basis, what results in a more efficient technique. Furthermore, a new error estimator was proposed to determine where to refine or coarsen the grid. This estimator was compared against other estimator used in the literature and it showed an improved performance. In order to provide equal order of accuracy in time as in space, the commonly used 3rd-order TVD Runge-Kutta (RK) scheme in the DG method was replaced in some cases by the Spectral Deferred Correction (SDC) technique. High orders in time were shown to only be required when the error in time is significant. For instance, convection-dominated compressible flows require for stability a time step much smaller than is required for accuracy, so in such cases 3rd-order TVD RK resulted to be more efficient than SDC with higher orders. All these new capabilities were included in DiGGIT and have provided a generalized approach capable of solving sub- and super-critical flows at sub- and super-sonic speeds, using a high-order scheme in space and time, and with AMR. Canonical test cases are presented to verify and validate the formulation in one, two, and three dimensions. Finally, the solver is applied to practical applications. Shock-bubble interaction is studied and the effect of the different thermodynamic closures is assessed. Interaction between single-drops and a wall is simulated. Sticking and the onset of splashing are observed. In addition, the solver is used to simulate turbulent flows, where the high-order of accuracy clearly shows its benefits. Finally, the methodology is challenged with the simulation of a liquid jet in cross flow.

Thesis (M.S. in Modeling, Virtual Environment, and Simulation (MOVES))--Naval Postgraduate School, March 2007.
Thesis Advisor(s): Christian Darken. "March 2007." Includes bibliographical references (p. 115). Also available in print.

Cette thèse est dédiée au développement de méthodes numériques pour la poromécanique, et à leur application dans un contexte de modélisation cardiaque.Elle est motivée par la prise en compte, dans les modèles de coeur humain, du réseau coronarien qui perfuse le myocarde, afin de mieux décrire les maladies vasculaires coronariennes.Nous appuyant sur des travaux existants, nous proposons un modèle de coeur perfusé, ainsi qu'une réduction 0D permettant de reproduire, à moindre coût de calcul, un cycle cardiaque réaliste avec masse et pression de perfusion. Le modèle mis au point nous permet de reproduire des phénomènes physiologiques auparavant inaccessibles dans les modèles, et d'une grande importance pour des applications cliniques, tels que la vasodilatation et les pathologies coronariennes.L'intégration d'un compartiment poreux pour représenter le myocarde perfusé dans les modèles 3D représente un défi technique d'un autre ordre. Nous inspirant des schémas en temps de type splitting établis en interaction fluide-structure pour modéliser les vaisseaux sanguins, nous proposons une discrétisation semi-implicite d'une formulation générale de poromécanique, satisfaisant un bilan d'énergie au niveau discret. Afin d'illustrer et valider notre démarche, l'environnement de calcul élément finis FreeFem++ nous permet de reproduire des cas tests classiques de gonflement et de drainage de milieux poreux en 2D, puis de vérifier le bilan énergétique discret.Enfin, motivés par l'étude de la discrétisation spatiale de notre problème, nous établissons dans un cadre linéaire un résultat de convergence totale du schéma sous conditions. Cela nous permet de proposer une méthode d'implémentation facile à mettre en oeuvre et présentant de bons résultats de stabilité. FreeFem++ nous permet à nouveau de valider nos résultats en illustrant les pathologies numériques associées à l'incompressibilité, et leur traitement efficace par les stratégies proposées, dans le cadre linéaire puis dans une situation plus générale
This thesis is dedicated to the development of numerical methods for poromechanics, and to their application in a cardiac modeling context. It is motivated by the introduction into existing cardiac models of the coronary network that perfuses the myocardium, to better describe coronary vascular diseases.Drawing our inspiration from existing works, we propose a perfused heart model, and a 0D reduction allowing the cost-effective reproduction of a realistic cardiac cycle with perfusion mass and pressure. The model derived illustrates physiological phenomena inaccessible in former models, and with great clinical application potential, such as vasodilatation and coronary diseases.The integration of a porous compartment to represent the perfused myocardium within 3D models is more challenging. Relying on splitting time schemes established for fluid-structure interaction to model blood vessels, we propose a semi-implicit discretization of a general poromechanics formulation, satisfying a discrete energy balance. In order to illustrate and validate our approach, we reproduce in the finite element software FreeFem++ classical swelling and drainage 2D test cases, and we monitor the discrete energy balance.Finally, motivated by the study of spatial discretization aspects of our problem, we establish in a linear framework a conditional total convergence result. This enables us to propose a computational method easy to implement and presenting good stability results. FreeFem++ enables us again to validate our results, illustrating numerical pathologies associated with incompressibility, and their efficient treatment with the proposed strategies, first in a linear framework and then in a more general situation

Les simulations numériques de la convection thermique dans le noyau externe de la Terre sont un outil essentiel dans la compréhension de la dynamique à l’origine du champ magnétique terrestre. Des stratégies efficaces de résolution du système d’équations gouvernant cette dernière sont particulièrement intéressantes pour la communauté de recherche sur la Terre profonde qui tente actuellement de faire opérer les simulations numérique de géodynamo à des paramètres terrestres. Il existe de nombreuses pistes d’améliorations des modèles numériques. Dans cette thèse, nous avons axer notre recherche sur les techniques d’intégration en temps afin d’étendre la gamme des paramètres. Nous résolvons un problème de convection thermique dans un anneau en 2 dimensions en appliquant une méthode pseudo spectrale pour la discrétisation spatiale.Concernant la discrétisation temporelle, le système d’équations comprend à la fois la composante raide (diffusive) et la composante non-raide (advective). Une pratique courante est de traiter la partie diffusive de façon implicite et la partie advective de façon explicite afin de limiter la restriction du pas de temps qui se produit lorsque nous utilisons une méthode purement explicite. Ceux-ci sont connus sous le nom d’intégrateurs en temps IMEX. Nous nous concentrons sur ces méthodes IMEX et analysons leur performance lors qu’elles sont appliquées à ce problème. Nous considérons deux familles de méthodes IMEX, les méthodes multistep et les méthodes multistage IMEX Runge-Kutta (IMEX-RK). Nous réalisons une analyse systématique des paramètres d’entrée, à savoir le nombre de Rayleigh (Ra) et le nombre de Prandtl (Pr), qui contrôlent respectivement le forçage thermique et le rapport entre viscosité cinématique et diffusivité thermique. Notre intérêt se porte sur les régimes d’écoulement fortement non-linéaires et nous observons que, lorsque le nombre de Reynolds augmente, peu de méthodes IMEX-RK fonctionnent mieux que les méthodes multistep. Plus précisément, nous comparons les performances des méthodes IMEX-RK avec la méthode de second ordre Crank-Nicholson et Adams-Bashforth (CNAB2),largement utilisées par la communauté de recherche en géodynamo. Nous trouvons que certaines des méthodes d’ordre supérieur fonctionnent mieux que CNAB2 pour de grands nombres de Reynolds. Ce résultat ouvre la possibilité d’utiliserde telles méthodes pour les calculs de dynamo 3D. Cependant, dans la plupart des autres cas, les méthodes multistep d’un ordre donné sont plus performantes que les méthodes IMEX-RK du même ordre
Numerical simulations of outer core thermal convection of the Earth have been an essential tool in understanding the dynamics of magnetic field generation which surrounds the Earth. Efficient numerical strategies to solve this system of governing equations are of interest in the community of deep Earth research because, current numerical geodynamo models are on the quest to operate at the actual parameters of the Earth. There are many avenues for the improvement of the numerical model. In this thesis, we focus on the time domain integration techniques for solving such problems so that we may push the parameter boundaries further. We solve for a thermal convection problem in a 2D annulus. We use a pseudospectral method for spatial discretization. With respect to the time discretization part, the governing equations contain both numerically stiff (diffusive) and non-stiff (advective) components. A common practice is to treat the diffusive part implicitly and the advective part explicitly so as to alleviate the timestep restriction which happens when we use a purely explicit method. These are known as the IMEX time integrators. We focus on these IMEX methods and analyze their performance when applied to this problem. We consider two families of IMEX methods, the multistep methods and the multistage IMEX Runge-Kutta methods (IMEX-RK). We do a systematic survey of input parameters namely the Rayleigh number (Ra) and the Prandtl number (Pr), which control the thermal forcing and the ratio of momentum to thermal diffusivities respectively. Our focus is on the strongly nonlinear flow regimes and we observe that, as the Reynolds number increases, few of the IMEX-RK methods perform better than multistep methods. Specifically, we compare the performances of the IMEX-RK methods with the second order Crank-Nicholson and Adams-Bashforth (CNAB2) method, which is widely used in the geodynamo community. We find some of the higher order methods to perform better than CNAB2 for large Reynolds numbers. This result opens up the possibility of utilizing such higher order methods for the full 3D dynamo calculations. However, in most other cases, multistep methods of a given order outperform IMEX-RK methods of the same order

Context. Since its rendezvous with comet 67P/Churyumov-Gerasimenko (67P), the Rosetta spacecraft has provided invaluable information contributing to our understanding of the cometary environment. On board, the VIRTIS and ROSINA instruments can both measure gas parameters in the rarefied cometary atmosphere, the so-called coma, and provide complementary results with remote sensing and in situ measurement techniques, respectively. The data from both ROSINA and VIRTIS instruments suggest that the source regions of H2O and CO2 are not uniformly distributed over the surface of the nucleus even after accounting for the changing solar illumination of the irregularly shaped rotating nucleus. The source regions of H2O and CO2 are also relatively different from one another. Aims. The use of a combination of a formal numerical data inversion method with a fully kinetic coma model is a way to correlate and interpret the information provided by these two instruments to fully understand the volatile environment and activity of comet 67P. Methods. In this work, the nonuniformity of the outgassing activity at the surface of the nucleus is described by spherical harmonics and constrained by ROSINA-DFMS data. This activity distribution is coupled with the local illumination to describe the inner boundary conditions of a 3D direct simulation Monte-Carlo (DSMC) approach using the Adaptive Mesh Particle Simulator (AMPS) code applied to the H2O and CO2 coma of comet 67P. Results. We obtain activity distribution of H2O and CO2 showing a dominant source of H2O in the Hapi region, while more CO2 is produced in the southern hemisphere. The resulting model outputs are analyzed and compared with VIRTIS-M/-H and ROSINADFMS measurements, showing much better agreement between model and data than a simpler model assuming a uniform surface activity. The evolution of the H2O and CO2 production rates with heliocentric distance are derived accurately from the coma model showing agreement between the observations from the different instruments and ground-based observations. Conclusions. We derive the activity distributions for H2O and CO2 at the surface of the nucleus described in spherical harmonics, which we couple to the local solar illumination to constitute the boundary conditions of our coma model. The model presented reproduces the coma observations made by the ROSINA and VIRTIS instruments on board the Rosetta spacecraft showing our understanding of the physics of 67P’s coma. This model can be used for further data analyses, such as dust modeling, in a future work.

La present tesi proposa una metodología per a la simulació probabilística de la fallada de la matriu en materials compòsits reforçats amb fibres de carboni, basant-se en l'anàlisi de la distribució aleatòria de les fibres. En els primers capítols es revisa l'estat de l'art sobre modelització matemàtica de materials aleatoris, càlcul de propietats efectives i criteris de fallada transversal en materials compòsits.
El primer pas en la metodologia proposada és la definició de la determinació del tamany mínim d'un Element de Volum Representatiu Estadístic (SRVE) . Aquesta determinació es du a terme analitzant el volum de fibra, les propietats elàstiques efectives, la condició de Hill, els estadístics de les components de tensió i defromació, la funció de densitat de probabilitat i les funcions estadístiques de distància entre fibres de models d'elements de la microestructura, de diferent tamany. Un cop s'ha determinat aquest tamany mínim, es comparen un model periòdic i un model aleatori, per constatar la magnitud de les diferències que s'hi observen.
Es defineix, també, una metodologia per a l'anàlisi estadístic de la distribució de la fibra en el compòsit, a partir d'imatges digitals de la secció transversal. Aquest anàlisi s'aplica a quatre materials diferents.
Finalment, es proposa un mètode computacional de dues escales per a simular la fallada transversal de làmines unidireccionals, que permet obtenir funcions de densitat de probabilitat per a les variables mecàniques. Es descriuen algunes aplicacions i possibilitats d'aquest mètode i es comparen els resultats obtinguts de la simulació amb valors experimentals.
This thesis proposes a methodology for the probabilistic simulation of the transverse failure of Carbon Fibre Reinforced Polymers (CFRP) by analyzing the random distribution of the fibres within the composite. First chapters are devoted to the State-of-the-art review on the modelization of random materials, the computation of effective properties and the transverse failure of fibre reinforced polymers.
The first step in the proposed methodology is the definition of a Statistical Representative Volume Element (SRVE). This SRVE has to satisfy criteria based on the analysis of the volume fraction, the effective properties, the Hill Condition, the statistics of the stress and strain components, the probability density function of the stress and strain components and the inter-fibre distance statistical distributions. Once this SRVE has been achieved, a comparison between a periodic model and a random model is performed to quantitatively analyze the differences between the results they provide.
Also a methodology for the statistical analysis of the distribution of the fibre within the composite from digital images of the transverse section. This analysis is performed for four different materials.
Finally, a two-scale computational method for the transverse failure of unidirectional laminae is proposed. This method is able to provide probability density functions of the mechanical variables in the composite. Some applications and possibilities of the method are given and the simulation results are compared with experimental tests.

L'objectif de cette thèse de doctorat est d'étudier expérimentalement et numériquement le comportement thermique des mousses d'aluminium et des matériaux à changement de phase (MCP), présentés sous la forme d’un composite, afin de connaître le phénomène de stockage d’énergie thermique dans ces matériaux. Le procédé de fabrication de la mousse d'aluminium à cellules ouvertes est d’abord analysé numériquement dans le but de réduire les défauts formés durant la fabrication. Les caractéristiques de transfert de chaleur du MCP dans les mousses d'aluminium comportant différentes porosités sont ensuite étudiées en analysant les processus de fusion et la variation de températures dans ces composites. Deux modèles numériques pour la mousse d'aluminium à faible et à haute porosité sont établis afin d’évaluer la performance de stockage d'énergie des composites. Les résultats montrent que la mousse d'aluminium peut améliorer considérablement la performance de transfert de chaleur du MCP en raison de sa conductivité thermique élevée. La performance de stockage d'énergie dépend fortement de la porosité des mousses d'aluminium. Une porosité optimisée met en évidence cette performance et l’amélioration du comportement thermique. La dernière partie de la thèse porte sur une structure améliorée de la mousse par rapport à la structure uniforme: Association de l’ailette métallique et du gradient de porosité de la mousse. Cette nouvelle structure donne ainsi une performance de stockage d'énergie encore meilleure surtout dans le cas d’une source de chaleur isotherme
The objective of this Ph.D. thesis is to study the thermal behavior of the aluminum foam and phase change material (PCM) composite by both experimental and numerical methods in order to know the phenomena of storage of thermal energy in these materials. The manufacturing process of open-cell aluminum foam is firstly analyzed numerically to reduce the manufacturing defects in the samples. The heat transfer characteristics of PCM embedded in aluminum foams with different porosities are then investigated by analyzing the melting processes and the temperature variations in the composites. Two numerical models for low and high porosity aluminum foam are established to evaluate the energy storage performance of the composites. The results show that the aluminum foam can greatly improve the heat transfer performance in PCM due to its high thermal conductivity. The energy storage performance depends strongly on the porosity of the aluminum foam/PCM composite. An optimized porosity highlights this performance and improves the thermal behavior. The last part of this thesis proposes an improved structure of aluminum foam with respect to the uniform structure: Association of the metal fin and the foam with graded porosity. This new structure possesses a better energy storage performance especially in the case of the isothermal heat source

There are two main subjects in this thesis: the first one deals with the numerical simulation of shallow water equations, the other one is the resolution of some problems in image processingThe first part of this dissertation is devoted to the shallow waters. We propose a combined scheme which uses the Marquina's double flux decomposition (extended to the non homogeneous case) when adjacent states are not close and a single decomposition otherwise. This combined scheme satisfies the exact C property. Furthermore, we propose a special treatment of the numerical scheme at dry zones.The second subject is the digital simulation of the Day for Night (or American Night in Europe). The proposed algorithm simulates a night image coming from a day image and considers some aspects of night perception. In order to simulate the loss of visual acuity we introduce a partial differential equation that simulates the spatial summation principle of the photoreceptors in the retina.The gap restoration (inpainting) on surfaces is the object of the third part. For that, we propose some geometrical approaches based on the mean curvature. Then, we also use two interpolation methods: the resolution of the Laplace equation, and an Absolutely Minimizing Lipschitz Extension (AMLE). Finally, we solve the restoration problem of satellite images. The variational problem that we propose manages to do irregular to regular sampling, denoising, deconvolution and zoom at the same time.
Los temas tratados en esta tesis son, por un lado, la simulación numérica de las ecuaciones de aguas someras ("shallow waters") y por otro, la resolución de algunos problemas de procesamiento de imágenes. En la primera parte de la tesis, dedicada a las aguas someras, proponemos un esquema combinado que usa la técnica de doble descomposición de flujos de Marquina (extendida al caso no homogéneo) cuando los dos estados adyacentes no están próximos y una única descomposición en caso contrario. El esquema combinado verifica la propiedad C exacta. Por otro lado, proponemos un tratamiento especial en las zonas secas.El segundo tema tratado es la simulación digital de la Noche Americana ("Day for Night"). El algoritmo propuesto simula una imagen nocturna a partir de una imagen diurna considerando varios aspectos de la percepción visual nocturna. Para simular la pérdida de agudeza visual se propone una ecuación en derivadas parciales que simula el principio de sumación espacial de los fotoreceptores situados en la retina.La restauración de agujeros ("inpainting") en superficies es objeto de la tercera parte. Para ello se proponen varios enfoques geométricos basados en la curvatura media. También se utilizan dos métodos de interpolación: la resolución de la ecuación de Laplace y el método AMLE (Absolutely Minimization Lipschitz Extension).Por último, tratamos la restauración de imágenes satelitales. El método propuesto consigue obtener una colección de muestras regulares a partir de un muestreo irregular, eliminando a la vez el ruido, deconvolucinando la imagen y haciendo un zoom.

There are two main subjects in this thesis: the first one deals with the numerical simulation of shallow water equations, the other one is the resolution of some problems in image processing

The first part of this dissertation is devoted to the shallow waters. We propose a combined scheme which uses the Marquina's double flux decomposition (extended to the non homogeneous case) when adjacent states are not close and a single decomposition otherwise. This combined scheme satisfies the exact C property. Furthermore, we propose a special treatment of the numerical scheme at dry zones.

The second subject is the digital simulation of the Day for Night (or American Night in Europe). The proposed algorithm simulates a night image coming from a day image and considers some aspects of night perception. In order to simulate the loss of visual acuity we introduce a partial differential equation that simulates the spatial summation principle of the photoreceptors in the retina.

The gap restoration (inpainting) on surfaces is the object of the third part. For that, we propose some geometrical approaches based on the mean curvature. Then, we also use two interpolation methods: the resolution of the Laplace equation, and an Absolutely Minimizing Lipschitz Extension (AMLE).

Finally, we solve the restoration problem of satellite images. The variational problem that we propose manages to do irregular to regular sampling, denoising, deconvolution and zoom at the same time.
Los temas tratados en esta tesis son, por un lado, la simulación numérica de las ecuaciones de aguas someras ("shallow waters") y por otro, la resolución de algunos problemas de procesamiento de imágenes.

En la primera parte de la tesis, dedicada a las aguas someras, proponemos un esquema combinado que usa la técnica de doble descomposición de flujos de Marquina (extendida al caso no homogéneo) cuando los dos estados adyacentes no están próximos y una única descomposición en caso contrario. El esquema combinado verifica la propiedad C exacta. Por otro lado, proponemos un tratamiento especial en las zonas secas.

El segundo tema tratado es la simulación digital de la Noche Americana ("Day for Night"). El algoritmo propuesto simula una imagen nocturna a partir de una imagen diurna considerando varios aspectos de la percepción visual nocturna. Para simular la pérdida de agudeza visual se propone una ecuación en derivadas parciales que simula el principio de sumación espacial de los fotoreceptores situados en la retina.

La restauración de agujeros ("inpainting") en superficies es objeto de la tercera parte. Para ello se proponen varios enfoques geométricos basados en la curvatura media. También se utilizan dos métodos de interpolación: la resolución de la ecuación de Laplace y el método AMLE (Absolutely Minimization Lipschitz Extension).

Por último, tratamos la restauración de imágenes satelitales. El método propuesto consigue obtener una colección de muestras regulares a partir de un muestreo irregular, eliminando a la vez el ruido, deconvolucinando la imagen y haciendo un zoom.

This thesis considers new methods that exploit recent developments in computer technology to address three extant problems in the area of Finance and Econometrics. The problem of Asian option pricing has endured for the last two decades in spite of many attempts to find a robust solution across all parameter values. All recently proposed methods are shown to fail when computations are conducted using standard machine precision because as more and more accuracy is forced upon the problem, round-off error begins to propagate. Using recent methods from numerical analysis based on multi-precision arithmetic, we show using the Mathematica platform that all extant methods have efficacy when computations use sufficient arithmetic precision. This creates the proper framework to compare and contrast the methods based on criteria such as computational speed for a given accuracy. Numerical methods based on a deformation of the Bromwich contour in the Geman-Yor Laplace transform are found to perform best provided the normalized strike price is above a given threshold; otherwise methods based on Euler approximation are preferred. The same methods are applied in two other contexts: the simulation of stable distributions and the computation of unit root densities in Econometrics. The stable densities are all nested in a general function called a Fox H function. The same computational difficulties as above apply when using only double-precision arithmetic but are again solved using higher arithmetic precision. We also consider simulating the densities of infinitely divisible distributions associated with hyperbolic functions. Finally, our methods are applied to unit root densities. Focusing on the two fundamental densities, we show our methods perform favorably against the extant methods of Monte Carlo simulation, the Imhof algorithm and some analytical expressions derived principally by Abadir. Using Mathematica, the main two-dimensional Laplace transform in this context is reduced to a one-dimensional problem.

The Poiseuille Flow is the flow of a viscous incompressible fluid in a channel between two infinite parallel plates. The behaviour of flow is properly described by the well-known Navier-Stokes Equations. The fact that Navier-Stokes equations are partial differential equations makes their solution difficult. They can rarely be solved in closed form. On the other hand, numerical techniques can be applied successfully to the well-posed partial differential equations. In the present study pseudo-spectral method is implemented to analyze the Poiseuille Flow. The pseudo-spectral method is a high-accuracy numerical modelling technique. It is an optimum choice for the Poiseuille flow analysis due to the flows simple geometry. The method makes use of Fourier Transform and by handling operations in the Fourier space reduces the difficulty in the solution. Fewer terms are required in a pseudo-spectral orthogonal expansion to achieve the same accuracy as a lower order method. Karhunen-Loè
ve (KL) decomposition is widely used in computational fluid dynamics to achieve reduced storage requirements or construction of relatively low-dimensional models. In this study the KL basis is extracted from the flow field obtained from the direct numerical simulation of the Poiseuille flow.

We study the convergence of a nonlinear approximation method introduced in the engineering literature for the numerical solution of a high-dimensional Fokker--Planck equation featuring in Navier--Stokes--Fokker--Planck systems that arise in kinetic models of dilute polymers. To do so, we build on the analysis carried out recently by Le~Bris, Leli\`evre and Maday (Const. Approx. 30: 621--651, 2009) in the case of Poisson's equation on a rectangular domain in $\mathbb{R}^2$, subject to a homogeneous Dirichlet boundary condition, where they exploited the connection of the approximation method with the greedy algorithms from nonlinear approximation theory explored, for example, by DeVore and Temlyakov (Adv. Comput. Math. 5:173--187, 1996). We extend the convergence analysis of the pure greedy and orthogonal greedy algorithms considered by Le~Bris, Leli\`evre and Maday to the technically more complicated situation of the elliptic Fokker--Planck equation, where the role of the Laplace operator is played out by a high-dimensional Ornstein--Uhlenbeck operator with unbounded drift, of the kind that appears in Fokker--Planck equations that arise in bead-spring chain type kinetic polymer models with finitely extensible nonlinear elastic potentials, posed on a high-dimensional Cartesian product configuration space $\mathsf{D} = D_1 \times \dotsm \times D_N$ contained in $\mathbb{R}^{N d}$, where each set $D_i$, $i=1, \dotsc, N$, is a bounded open ball in $\mathbb{R}^d$, $d = 2, 3$. We exploit detailed information on the spectral properties and elliptic regularity of the Ornstein--Uhlenbeck operator to give conditions on the true solution of the Fokker--Planck equation which guarantee certain rates of convergence of the greedy algorithms. We extend the analysis to discretized versions of the greedy algorithms.

Orientador: Philippe Remy Bernard Devloo
Tese (doutorado) - Universidade Estadual de Campinas, Instituto de Matemática Estatística e Computação Científica
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Resumo: Os assuntos de interesse nesta tese dizem respeito a formulações não clássicas do método dos elementos finitos (MEF). Neste sentido, o foco principal está no desenvolvimento de ferramentas computacionais para o MEF visando simulações de problemas multifísicos. Este tipo de problema ocorre, frequentemente, nas aplicações de Engenharia modeladas pelo acoplamento de diversos fenômenos físicos, os quais podem ser resolvidos numa única simulação numérica. A esta modelagem dá-se o nome de simulação multifísica. Neste contexto, para se obter uma simulação otimizada, é conveniente dar um tratamento diferenciado para cada fenômeno físico envolvido. No MEF, por exemplo, tal abordagem multifísica pode ser realizada pela escolha de diferentes subespaços de aproximação, em conformidade com os fenômenos considerados. Para efeito de verificação do código desenvolvido, resolvem-se dois problemas no contexto de simulação multifísica. Um problema de acoplamento fluido-estrutura em poroelasticidade linear e um problema de escoamento em meios porosos com injeção de traçador. Utilizam-se subespaços de aproximação H1-conformes para o deslocamento da matriz porosa, Hdiv-conformes para o fluxo de fluido e funções descontínuas para a aproximação da pressão do fluido e da saturação. Outro desenvolvimento diz respeito a formulações combinadas de Galerkin contínuo-descontínuo para problemas de elasticidade linear. Na abordagem proposta, os espaços de elementos finitos são formados por funções contínuas ou descontínuas, em diferentes regiões do domínio. Estuda-se também o esquema de Petrov-Galerkin com funções teste otimizadas via simetrização. Aplica-se uma nova abordagem para este método através de duas aproximações pelo método de Galerkin contínuo. A implementação e avaliação do desempenho de todas as formulações propostas são feitas no ambiente de programação orientada a objetos chamado NeoPZ
Abstract: The issues of interest in this thesis are related to non classical formulations of the finite element method (FEM). In this sense, the main focus is on developing computational tools for the FEM targeting the simulation of multiphysics problems. This type of problem often occurs in engineering applications modeled by coupling several physical phenomena, which can be resolved in a single numerical simulation. This kind of modeling is called multiphysics simulation. In this context, to obtain an optimized simulation, it is convenient to give a different treatment for each physical phenomenon involved. For instance, in the FEM context, such multiphysics approach can be accomplished by choosing different approximation subspaces in accordance with the phenomena considered. For the verification of the developed code, a problem of fluid-structure interaction in linear poroelasticity and a problem of flow in porous media with tracer injection are solved in the context of multiphysics simulation. H1-conforming approximation is used for the displacement of the porous matrix, Hdiv-conforming for the fluid flow and discontinuous functions for the approximation of fluid pressure and saturation. In another development, the discontinuos-continuous Galerkin formulation is considered for problems of linear elasticity. In such formulation, the spaces finite elements are formed by continuous or discontinuous functions in different regions of the domain. Another study refers to the Petrov-Galerkin scheme with test functions optimized by symmetrization. A new approach to the method by means of two approximations by continuous Galerkin method is proposed. The implementation and verification of all considered formulations are made on the object-oriented programming environment called NeoPZ
Doutorado
Matematica Aplicada
Doutor em Matemática Aplicada

Orientador: Philippe Remy Bernard Devloo
Dissertação (mestrado) - Universidade Estadual de Campinas, Faculdade de Engenharia Civil, Arquitetura e Urbanismo
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Resumo: No presente trabalho, desenvolveu-se uma biblioteca para geração de redes neurais artificiais (NeuralLib) e aplicou-se a mesma para aproximação do acoplamento de escoamento em poços horizontais com reservatório. A biblioteca NeuralLib foi desenvolvida em linguagem C++. A arquitetura de rede gerada e utilizada foi a Multilayer Perceptron (MLP) com uma única camada oculta. Optouse em gerar 3 arquiteturas com diferentes números de neurônios ocultos com objetivo de analisar o comportamento das MLPs. O algoritmo de treinamento adotado foi o de retropropagação ou backpropagation. A rede neural foi utilizada para mapear o fluxo do reservatório tridimensional para o poço horizontal. O escoamento no poço é simulado utilizando leis constitutivas turbulentas e laminares. Foi elaborada uma técnica para gerar os conjuntos de padrões para o processo de treinamento das MLPs, utilizando para tal as curvas de fluxo do reservatório para o poço provenientes de um modelo tridimensional. As MLPs treinadas foram utilizadas na resolução de um modelo unidimensional fornecendo valores de um parâmetro de fluxo do reservatório. Nesse processo, o modelo unidimensional produziu curvas de fluxo no poço semelhantes aos gerados pelo modelo tridimensional. Os resultados são avaliados com relação ao processo de treinamento das MLPs e com relação às curvas de fluxo e vazão total de produção dos poços
Abstract: In this work, an object-oriented library was developed which implements neural networks (Neural- Lib). The library was used to model the coupling of the fluid flow in a three-dimensional reservoir with a one-dimensional well model. The architecture of the neural network is the Multilayer Perceptron (MLP) with a single hidden layer. Three different architectures with varying number of hidden neurons were tested to evaluate the behaviour of the MLP. The backpropagation algorithm was used to train the network. The neural network was applied to estimate the mass flux from a three dimensional reservoir to a horizontal well. The fluid flow in the horizontal well uses laminar and turbulent constitutive models. A technique was developed to generate a set of patterns which were used to train the MLP's. The MLP's output data is a function which represents the mass flux from the reservoir to the one dimensional well. Using the mass flux function, the pressure function in the horizontal well and well flux were very close to the pressure and flux computed using the three dimensional model. The effectiveness of the neural network was evaluated by comparing cases which were not included in the original training set
Mestrado
Estruturas
Mestre em Engenharia Civil

Les méthodes particulaires sont des méthodes numériques adaptées à la résolution d'équations de conservation. Leur principe consiste à introduire des particules ''numériques'' conservant localement l'inconnue sur un petit volume, puis à les transporter le long de leur trajectoire. Lorsqu'un terme source est présent dans les équations, l'évolution de la solution le long des caractéristiques est prise en compte par une intéraction entre les particules. Ces méthodes possèdent de bonnes propriétés de conservation et ne sont pas soumises aux conditions habituelles de CFL qui peuvent être contraignantes pour les méthodes Eulériennes. Cependant, une contrainte de recouvrement entre les particules doit être satisfaite pour vérifier des propriétés de convergence de la méthode. Pour satisfaire cette condition de recouvrement, un remaillage périodique des particules est souvent utilisé. Elle consiste à recréer régulièrement de nouvelles particules uniformément réparties, à partir de celles ayant été advectées à l'itération précédente. Quand cette étape de remaillage est effectuée à chaque pas de temps, l'analyse numérique de ces méthodes particulaires remaillées nécessite d'être reconsidérée, ce qui représente l'objectif de ces travaux de thèse. Pour mener à bien cette analyse, nous nous basons sur une analogie entre méthodes particulaires avec remaillage et schémas de grille. Nous montrons que pour des grands pas de temps les schémas numériques obtenus souffrent d'une perte de précision. Nous proposons des méthodes de correction, assurant la consistance des schémas en tout point de grille, le pas de temps étant contraint par une condition sur le gradient du champ de vitesse. Cette méthode est construite en dimension un. Des techniques de limitation sont aussi introduites de manière à remailler les particules sans créer d'oscillations en présence de fortes variations de la solution. Enfin, ces méthodes sont généralisées aux dimensions plus grandes que un en s'inspirant du principe de splitting d'opérateurs. Les applications numériques présentées dans cette thèse concernent la résolution de l'équation de transport sous forme conservative en dimension un à trois, dans des régimes linéaires ou non-linéaires.

At the interface of physics, mathematics, and computer science, Uncertainty Quanti cation (UQ) aims at developing a more rigorous framework and more reliable methods to characterize the impact of uncertainties on the prediction of Quantities Of Interest (QOI). Despite signi cant improvements done in the last years in UQ methods for Fluid Mechanics, there is nonetheless a long way to go before there can be talk of an accurate prediction when considering all the numerous sources of uncertainties of the physical problem (boundary conditions, physical models, geometric tolerances, etc), in particular for shock-dominated problems. This manuscript illustrates my main contributions for improving the reliability of the numerical simulation in Fluid Mechanics: i) the development of e cient and exible schemes for solving at low-cost stochastic partial di erential equations for compressible ows, ii) various works concerning variancebased and high-order analysis, iii) the design of some low-cost techniques for the optimization under uncertainty. The application of interest is the robust design of turbines for Organic Rankine Cycles (ORC). Some contributions to the numerical ow prediction of the thermodynamically complex gases involved in ORC will be presented. This manuscript is divided in two parts. In the rst part, some intrusive algorithms are introduced that feature an innovative formulation allowing the treatment of discontinuities propagating in the coupled physical/stochastic space for shock-dominated compressible ows. Then, variance and higher-order based decompositions are described, that could alleviate problems with large number of uncertainties by performing a dimension reduction with an improved control. Some ANOVAbased analyses are also applied to several ows displaying various types of modeling uncertainties, be it cavitation, thermodynamic or turbulence modeling. Two algorithms for handling stochastic inverse problems are then introduced for improving input uncertainty characterization by directly using experimental data. Finally, robust-optimization algorithms are introduced, that are e cient when dealing with a large number of uncertainties, relying on di erent formulations, i.e. with decoupled/ coupled approaches between the stochastic and the optimization solvers. The second part is devoted to the study of dense gas ow in ORC-cycles, which represent a highly demanding eld of application as far as ow simulation reliability is concerned. The numerical ingredients necessary for this kind of simulation are described. Then, some recent results are illustrated : i) high- delity turbine computations; ii) a feasibility study concerning the appearance and the occurrence of a Rarefaction Shock Wave, using experimental data and di erent operating conditions (in monophasic and two-phase ows); iii) a stochastic study concerning the thermodynamic model uncertainties. This set of research works has produced several papers in international journals and peer-reviewed conferences.

Petrobrás
Tubos corrugados têm sido utilizados em vários cenários da engenharia como, por exemplo, em linhas flexíveis de transporte de petróleo no mar, onde sua instalação, manuseio e remoção, tornam o processo mais prático devido sua flexibilidade. Entretanto, escoamentos em tubos corrugados, em geral, estão sujeitos a um aumento da perda de carga, aumento da turbulência e a variações dos padrões de escoamento quando comparados ao escoamento normalmente observado em tubos de seção transversal constante. Nesse cenário, o presente trabalho apresenta um estudo numérico e experimental do escoamento turbulento em tubos corrugados com cavidades helicoidais para diferentes ângulos de hélice (ou passo) e números de Reynolds variando entre 7.500 e 100.000. O escoamento é modelado matematicamente a partir das equações de conservação da massa e do balanço da quantidade de movimento, considerando-se o fluido newtoniano e incompressível. Ao escoamento é aplicado o modelo de turbulência de duas equações Baseline Model. O sistema de equações resultante da modelagem matemática é discretizado utilizando o Método Numérico de Volumes Finitos baseado em Elementos (MVFbE), e resolvido através do programa computacional ANSYS-CFX. Para o estudo experimental, que concerne à medição do fator de atrito em geometrias equivalentes às estudadas numericamente, é realizado utilizando a bancada experimental já existente no LACIT/UTFPR. A partir dos resultados numéricos é proposta uma correlação para o fator de atrito, envolvendo parâmetros geométricos do tubo corrugado e número de Reynolds, com um desvio médio de 0,88%. Além disso, é estudada a influência da parede corrugada no comportamento de propriedades como os campos de velocidade, pressão, tensão e outras propriedades turbulentas. Da última análise, constatou-se que a mudança no padrão de escoamento próximo à cavidade é semelhante entre os aumentos do número de Reynolds e largura da cavidade, não apresentando mudanças qualitativas em respeito à variação do ângulo de hélice.
Corrugated pipes have been used in several branches in the engineering, e.g, in transport flex line of oil in sea, where its installation, handling and remotion, become the process more practice due its flexibility. However, flow in corrugated pipes, in general, are subjects to an increase of drop pressure, an increase in the turbulence and deviations in the flow pattern as compared to the flow usually observed in pipes with constant cross section. In this sense, the present work shows an study both numerically and experimental of turbulent flow in corrugated pipes with helical grooves for different helix angles (or pitch) and Reynolds numbers varying between 7.500 and 100.000. The flow is modeled mathematically by the mass conservation and momentum equations, assuming the fluid is Newtonian and incompressible. To the flow, is applied the turbulence model of two equations, Baseline Model. The system equations resulted from mathematical modelling is discretized by using the element-based finite-volume method approach, and solved through the ANSYS-CFX. For the experimental part, is measured the friction factor in geometries equivalent to those studied numerically, where is performed by using the experimental facilities located in the LACIT/UTFPR. With the experimental data and numerical results, an correlation for friction factor is proposed in function of the geometric parameters of the corrugated pipe and Reynolds number, with an average uncertainty 0.88%. Moreover, is studied the groove's influence in the behavior of properties like fields of pressure, velocity, and stresses among another turbulent parameters. From the last analysis, has shown that the flow pattern near to the grooves follows the same behavior when it increases the Reynolds number and the grooves width, not showing qualitative changes when the helix angle has been changed.

Cette thèse porte sur l'étude de méthodes numériques pour l'analyse de deux modèles stochastiques apparaissant dans le contexte de la condensation de Bose-Einstein. Ceux-ci constituent deux généralisations de l'équation de Gross-Pitaevskii. Cette équation aux dérivées partielles déterministe modélise la dynamique de la fonction d'onde d'un condensat de Bose-Einstein piégé par un potentiel extérieur confinant.Le premier modèle étudié permet de modéliser les fluctuations de l'intensité du potentiel confinant et prend la forme d'une équation aux dérivées partielles stochastiques. Celles-ci conduisent en pratique à un échauffement du condensat, et parfois mêmeà son effondrement. Nous proposons dans un premier chapitre la construction d'un schéma numérique pour la résolution de ce modèle. Il est fondé sur une discrétisation spectrale en espace, et une discrétisation temporelle de type Crank-Nicolson. Nous démontrons que le schéma proposé converge fortement en probabilité à l'ordre au moins 1 en temps, et nous présentons des simulations numériques illustrant ce résultat. Le deuxième chapitre est consacré à l'étude théorique et numérique de la dynamique d'une solution stationnaire (pour l'équation déterministe) de type vortex. Nous étudions l'influence des perturbations aléatoires du potentiel sur la solution, et montrons que la solution perturbée garde les symétries de la solution stationnaire pour des temps au moins de l'ordre du carré de l'inverse de l'intensité des fluctuations. Ces résultats sont illustrés par des simulations numériques exploitant une méthode de Monte-Carlo adaptée à la simulation d'événements rares.Le deuxième modèle permet de modéliser les effets de la température sur la dynamique d'un condensat. Lorsque celle-ci n'est pas nulle, la condensation n'est pas complète et le condensat interagit avec les particules non condensées. Ces interactions sont d'un grand intérêt pour comprendre la dynamique de transition de phase et analyser les phénomènes de brisure de symétrie associés, comme la formation spontanée de vortex. Nous nous sommes intéressés dans les chapitres 3 et 4 à des questions relatives à la simulation de la distribution des solutions de cette équation en temps long. Le troisième chapitre est consacré à la construction d'une méthode d’échantillonnage sans biais pour des mesures connues à une constante multiplicative près. C'est une méthode de Monte Carlo par chaînes de Markov qui a la particularité de permettre un échantillonnage non-réversible basé sur une équation de type Langevin sur-amortie. Elle constitue une extension de Metropolis-Adjusted Langevin Algorithm (MALA). Le quatrième chapitre est quant à lui consacré à l'étude numérique de dynamiques métastables liées à la nucléation de vortex dans des condensats en rotation. Un intégrateur numérique pour la dynamique étudiée est proposé, ainsi qu'une méthode de Monte-Carlo adaptée à la simulation d'événements rares correspondant aux changements de configurations métastables. Cette dernière est basée sur l'algorithme Adaptive Multilevel Splitting (AMS)
This thesis is devoted to the numerical study of two stochastic models arising in Bose-Einstein condensation physics. They constitute two generalisations of the Gross-Pitaevskii Equation. This deterministic partial differential equation model the wave function dynamics of a Bose-Einstein condensate trapped in an external confining potential. The first chapter contains a simple presentation of the Bose-Einstein condensation phenomenon and of the experimental methods used to construct such systems.The first model considered enables to model the fluctuations of the confining potential intensity, and takes the form of a stochastic partial differential equation. In practice, these fluctuations lead to heating of the condensate and possibly to its collapse. In the second chapter we propose to build a numerical scheme to solve this model. It is based on a spectral space discretisation and a Crank-Nicolson discretisation in space. We show that the proposed scheme converges strongly at order at least one in probability. We also present numerical simulations to illustrate this result. The third chapter is devoted to the numerical and theoretical study of the dynamics of a stationary solution (for the deterministic equation) of vortex type. We study the influence of random disturbances of the confining potential on the solution. We show that the disturbed solution conserves the symmetries of the stationary solution for times up to at least the square of the inverse of the fluctuations intensity. These results are illustrated with numerical simulations based on a Monte-Carlo method suited to rare events estimation.The second model can be used to model the effects of the temperature on the dynamics of a Bose-Einstein condensate. In the case of finite temperature, the Bose-Einstein condensation is not complete and the condensate interacts with the non-condensed particles. These interactions are interesting to understand the dynamics of the phase transition and analyse the phenomena of symmetry breaking associated, like the spontaneous nucleation of vortices We have studied in the fourth and the fifth chapters some questions linked to the long time simulation of this model solutions. The fourth chapter is devoted to the construction of an unbiased sampling method of measures known up to a multiplicative constant. The distinctive feature of this Markov-Chain Monte-Carlo algorithm is that it enables to perform an unbiased non-reversible sampling based on an overdamped Langevin equation. It constitutes a generalization of the Metropolis-Adjusted Langevin Algorithm (MALA). The fifth chapter is devoted to the numerical study of metastable dynamics linked to the nucleation of vortices in rotating Bose-Einstein condensates. A numerical integrator and a suited Monte-Carlo methods for the simulation of metastable dynamics are proposed. This Monte-Carlo method is based on the Adaptive Multilevel Splitting (AMS) algorithm

This thesis aims at analysing the predictive capabilities of statistical URANS and hybrid RANS-LES methods to model complex flows at high Reynolds numbers and carrying out a physical analysis of the near-region turbulence and coherent structures. This study handles configurations included in the European research programmes ATAAC (Advanced Turbulent Simulation for Aerodynamics Application Challenges) and TFAST (Transition Location Effect on Shock Wave Boundary Layer Interaction). First, the detached flow in a configuration of a tandem of cylinders, positionned behind one another, is investigated at Reynolds number 166000. A static case, corresponding to the layout of the support of a landing gear, is initially considered. The fluid-structure interaction is then studied in a dynamic case where the downstream cylinder, situated in the wake of the upstream one, is given one degree of freedom in translation in the crosswise direction. A parametric study of the structural parameters is carried out to identify the various regimes of interaction. Secondly, the physics of the transonic buffet is studied by means of time-frequency analysis and proper orthogonal decomposition (POD), in the Mach number range 0.70–0.75. The interactions between the main shock wave, the alternately detached boundary layer and the vortices developing in the wake are analysed. A stochastic forcing, based on reinjection of synthetic turbulence in the transport equations of kinetic energy and dissipation rate by using POD reconstruction, has been introduced in the so-called organised-eddy simulation (OES) approach. This method introduces an upscale turbulence modelling, acting as an eddy-blocking mechanism able to capture thin shear-layer and turbulent/non-turbulent interfaces around the body. This method highly improves the aerodynamic forces prediction and opens new ensemble-averaged approaches able to model the coherent and random processes at high Reynolds number. Finally, the shock-wave/boundary-layer interaction (SWBLI) is investigated in the case of an oblique shock wave at Mach number 1.7 in order to contribute to the so-called "laminar wing design" studies at European level. The performance of statistical URANS and hybrid RANS-LES models is analysed with comparison, with experimental results, of integral boundary-layer values (displacement and momentum thicknesses) and wall quantities (friction coefficient). The influence of a transitional boundary layer on the SWBLI is featured.

Three dimensional flow regimes are encountered in many types of industrial flow processes such as filtration, mixing, reaction engineering, polymerization and polymer forming as well as environmental systems. Thus, the analyses of phenomena involved fluid flow are of great importance and have been subject of numerous ongoing research projects. The analysis of these important phenomena can be conducted in laboratory through experiments or simply by using the emerging computational fluid dynamics (CFD) techniques. But when dealing with three dimensional fluid flow problems, the complexities encountered make the analysis via the traditional experimental techniques a daunting task. For this reason, researchers often prefer to use the CFD techniques which with some care taken, often produce accurate and stable results while maintaining cost as low as possible. Many CFD codes have been developed and tested in the past decades and the results have been successful and thus encouraging researchers to develop new codes and/or improve existing codes for the solutions of real world problems. In this present project, CFD techniques are used to simulate the fluid flow phenomena of interest by solving the flow governing equations numerically through the use of a personal computer. The aim of this present research is to develop a robust and reliable technique which includes a novel aspect for the solution of three dimensional generalized Newtonian fluids in domains including obstructions, and this must be done bearing in mind that both accuracy and cost efficiency have to be achieved. To this end, the finite element method (FEM) is chosen as the CFD computational method. There are many existing FEM techniques namely the streamline upwind Petrov-Galerkin methods, the streamline diffusion methods, the Taylor-Galerkin methods, among others. But after a thorough analysis of the physical conditions (geometries, governing equations, boundary conditions, assumptions …) of the fluid flow problems to be solve in this project, the appropriate scheme chosen is the UVWP family of the mixed finite element methods. It is scheme originally developed to solve two dimensional fluid flow problems but since the scheme produced accurate and stable results for two dimensional problems, then attempt is made in this present study to develop a new version of the UVWP scheme for the numerical analysis of three dimensional fluid flow problems. But, after some initial results obtained using the developed three dimensional scheme, investigations were made during the course of this study on how to speed up solutions' convergence without affecting the cost efficiency of the scheme. The outcomes of these investigations yield to the development of a novel scheme named the modified three dimensional UVWP scheme. Thus a computer model based on these two numerical schemes (UVWP and the Modified UVWP) is developed, tested, and validated through some benchmark problems, and then the model is used to solve some complicated tests problems in this study. Results obtained are accurate, and stable, moreover, the cost efficiency of the computer model must be mentioned because all the simulations carried out are done using a simple personal computer.

Diese Arbeit widmet sich der Simulation von elektrischen/elektronischen Schaltungen welche um elektromagnetische Bauelemente erweitert werden. Im Fokus stehen unterschiedliche Kopplungen der Schaltungsgleichungen, modelliert mit der modifizierten Knotenanalyse, und den elektromagnetischen Bauelementen mit deren verfeinerten Modell basierend auf den vollen Maxwell-Gleichungen in der Lorenz-geeichten A-V Formulierung welche durch Finite-Integrations-Technik räumlich diskretisiert werden. Eine numerische Analyse erweitert die topologischen Kriterien für den Index der resultierenden differential-algebraischen Gleichungen, wie sie bereits in anderen Arbeiten mit ähnlichen Feld/Schaltkreis-Kopplungen hergeleitet wurden. Für die Simulation werden sowohl ein monolithischer Ansatz als auch Waveform-Relaxationsmethoden untersucht. Im Mittelpunkt stehen dabei Zeitintegration, Skalierungsmethoden, strukturelle Eigenschaften und ein hybride Ansatz zur Lösung der zugrundeliegenden linearen Gleichungssysteme welcher den Einsatz spezialisierter Löser für die jeweiligen Teilsysteme erlaubt. Da die vollen Maxwell-Gleichungen zusätzliche Ableitungen in der Kopplungsstruktur verursachen, sind bisher existierende Konvergenzaussagen für die Waveform-Relaxation von gekoppelten differential-algebraischen Gleichungen nicht anwendbar und motivieren eine neue Konvergenzanalyse. Auf dieser Analyse aufbauend werden hinreichende topologische Kriterien entwickelt, welche eine Konvergenz von Gauß-Seidel- und Jacobi-artigen Waveform-Relaxationen für die gekoppelten Systeme garantieren. Schließlich werden numerische Benchmarks zur Verfügung gestellt, um die eingeführten Methoden und Theoreme dieser Abhandlung zu unterstützen.
This work is devoted to the simulation of electrical/electronic circuits incorporating electromagnetic devices. The focus is on different couplings of the circuit equations, modeled with the modified nodal analysis, and the electromagnetic devices with their refined model based on full-wave Maxwell's equations in Lorenz gauged A-V formulation which are spatially discretized by the finite integration technique. A numerical analysis extends the topological criteria for the index of the resulting differential-algebraic equations, as already derived in other works with similar field/circuit couplings. For the simulation, both a monolithic approach and waveform relaxation methods are investigated. The focus is on time integration, scaling methods, structural properties and a hybrid approach to solve the underlying linear systems of equations with the use of specialized solvers for the respective subsystems. Since the full-Maxwell approach causes additional derivatives in the coupling structure, previously existing convergence statements for the waveform relaxation of coupled differential-algebraic equations are not applicable and motivate a new convergence analysis. Based on this analysis, sufficient topological criteria are developed which guarantee convergence of Gauss-Seidel and Jacobi type waveform relaxation schemes for introduced coupled systems. Finally, numerical benchmarks are provided to support the introduced methods and theorems of this treatise.

Thesis (Ph.D)--Electrical and Computer Engineering, Georgia Institute of Technology, 2009.
Committee Chair: Smith, Glenn; Committee Member: Buck, John; Committee Member: Goldsztein, Guillermo; Committee Member: Peterson, Andrew; Committee Member: Scott, Waymond. Part of the SMARTech Electronic Thesis and Dissertation Collection.

Orientador: João Frederico da C. A. Meyer
Dissertação (mestrado) - Universidade Estadual de Campinas, Instituto de Matematica, Estatistica e Computação Cientifica
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Resumo: Este trabalho se constitui numa ferramenta que possibilita melhor avaliar, através de simulações computacionais, como a poluição pode afetar (ou vir a afetar) populações de macroalgas que interagem, também, entre si num importante ecossistema marinho localizado próximo à região metropolitana do Rio de Janeiro, a baía de Sepetiba. Com base no relato de estudos de campo nesta baía, foram reunidas informações sobre as características das principais macroalgas desta região, bem como sobre a poluição e suas influências sobre a flora marinha local. Neste cenário, foi justificadamente construído um modelo evolutivo formado por equações diferenciais parciais que descrevem a interação entre duas espécies de macroalgas sob a influência de um poluente de superfície, que pode ser tóxico ou servir de alimento às plantas marinhas, variando de uma espécie a outra. Inevitavelmente, participam desta interação as células de reprodução de cada espécie de macroalga e, por isso, estão incluídas no modelo. Estão apresentadas as formulações clássica e variacional de um modelo mais simples, com as posteriores discretizações espaciais, em que foi utilizado o método de Elementos Finitos (aqui com elementos triangulares de primeira ordem), e discretização temporal, com o uso do método de Crank-Nicolson, de segunda ordem de aproximação. As discretizações, no modelo mais complexo, seguem passos totalmente análogos aos do modelo mais simples. É também apresentado um capítulo sobre o cálculo das submatrizes de rigidez, necessário para a implementação. Finalmente são mostrados alguns experimentos computacionais que permitem simular situações hipotéticas de risco, com o objetivo de se obter cenários de impactos causados pela poluição sobre a flora marinha local e, com isso, alertar para os problemas gerados pela intervenção antrópica na região e motivar um planejamento de estratégias e políticas de prevenção e de contingência.
Abstract: This work describes a tool created to enable better evaluations - by the adequate use of computational simulations - of how environmental impact can affect (or come to affect) different populations of macroalgae which interact among themselves in an important marine ecosystem located south of Rio de Janeiro state, that of Sepetiba bay. Based upon previous records of local studies in this area, data was collected highlighting characteristics of these species of macroalgae, as well as that of the effect of pollution upon local marine flora. In this general setting, a model was developed based on a non-linear system of partial differential equations that describes the interaction among two distinct species of algae under the impact of a polluting material, an impact that can either be toxic or a nourishment for one or both of these algae. Population dynamics and movements are included in the model, as well as reproduction cells of these species. Classic and variational formulations are presented, with Ritz-Galerkin discretization for space variables, as well as a Crank-Nicolson method for approximations in time, both methods of second-order. Simpler variations of the model (and of the discretized approximation) are presented in order to gain an insight as regards the algorithmic processes. In the more complex situation, a separate chapter describes the numerical and computational tools necessary in the deffnition of the final schemes. Computationally defined dynamical scenarios are presented, illustrating how risk assessments can be undertaken, simulating the mentioned effects of the presence of polluting materials in the region, creating an important tool for possible effects of the anthropic activities in the region, permitting the planning processes for the establishment of strategies and policies for environmental protection and damage repair.
Mestrado
Mestre em Matemática Aplicada